Edge selection for undirected graphs
From MaRDI portal
Publication:4960765
DOI10.1080/00949655.2018.1511714OpenAlexW2889302874WikidataQ129271419 ScholiaQ129271419MaRDI QIDQ4960765FDOQ4960765
Authors: Meng Hwee Victor Ong, Sanjay Chaudhuri, Turlach, Berwin A.
Publication date: 23 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2018.1511714
Cites Work
- Gaussian graphical model estimation with false discovery rate control
- Least angle regression. (With discussion)
- Pathwise coordinate optimization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- High-dimensional graphs and variable selection with the Lasso
- Title not available (Why is that?)
- Title not available (Why is that?)
- Model Selection and Estimation in Regression with Grouped Variables
- Sparse inverse covariance estimation with the graphical lasso
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Title not available (Why is that?)
- Model selection and estimation in the Gaussian graphical model
- Title not available (Why is that?)
- Partial correlation estimation by joint sparse regression models
- Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- First-Order Methods for Sparse Covariance Selection
- A new approach to variable selection in least squares problems
- Gaussian Markov distributions over finite graphs
- Model selection for Gaussian concentration graphs
- High-dimensional covariance estimation based on Gaussian graphical models
- Covariance matrix selection and estimation via penalised normal likelihood
- A SINful approach to Gaussian graphical model selection
- Group variable selection for data with dependent structures
- Title not available (Why is that?)
- A computationally fast alternative to cross-validation in penalized Gaussian graphical models
- A convex pseudolikelihood framework for high dimensional partial correlation estimation with convergence guarantees
- Learning graphical models with hubs
- Title not available (Why is that?)
Uses Software
This page was built for publication: Edge selection for undirected graphs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4960765)